Quantile inference for moderate deviations from a unit root model with infinite variance (Q2355271): Difference between revisions

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+A LIMIT THEOREM FOR MILDLY EXPLOSIVE AUTOREGRESSION WITH STABLE ERRORS
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+Q5468801
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+Q3057785
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+Donsker's theorem for self-normalized partial sums processes
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+M-estimation for autoregression with infinite variance
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+When is the Student \(t\)-statistic asymptotically standard normal?
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+Uniform Limit Theory for Stationary Autoregression
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+Limit theory for moderate deviations from a unit root under innovations with a possibly infinite variance
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+Q3413299
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+Regression Quantiles
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+Probability Inequalities
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+Mildly explosive autoregression under weak and strong dependence
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+Limit theory for moderate deviations from a unit root
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